Is there a difference in speed on Windows machines? I notice pools offer one or the other to first-time users. Other than speed, is there a reason to choose one over the other?
Monero spelunker is just a GUI wrapper for Wolf's cpu miner. It looks like the easy miner one also generates a wallet and mines to that address, where as for spelunker you have to generate your own wallet. It also appears that easy miner comes bundled with very old simplewallet binaries, so you probably don't want to generate your wallet that way. It's not clear if the miner bundled with easy miner uses aes (wolf version) or not (lucasjones version), but spelunker is bundled with wolf version, so if you have aes that might make spelunker significantly faster.